DZ Bank Call 25 VVD 20.06.2025
/ DE000DJ4P5B5
DZ Bank Call 25 VVD 20.06.2025/ DE000DJ4P5B5 /
| 2024-06-21 12:35:02 PM |
Chg.-0.010 |
Bid12:38:13 PM |
Ask12:38:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-1.75% |
0.560
Bid Size: 100,000 |
0.580
Ask Size: 100,000 |
VEOLIA ENVIRONNE. EO... |
25.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ4P5B |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
VEOLIA ENVIRONNE. EO 5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
0.42 |
| Time value: |
0.21 |
| Break-even: |
31.30 |
| Moneyness: |
1.17 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
10.53% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
3.63 |
| Rho: |
0.17 |
Quote data
| Open: |
0.580 |
| High: |
0.590 |
| Low: |
0.560 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
+9.80% |
| YTD |
|
|
+5.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.490 |
| 1M High / 1M Low: |
0.780 |
0.490 |
| 6M High / 6M Low: |
0.780 |
0.420 |
| High (YTD): |
2024-06-06 |
0.780 |
| Low (YTD): |
2024-04-16 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.518 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.655 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.562 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.23% |
| Volatility 6M: |
|
77.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
